Trading Metrics calculated at close of trading on 13-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-1997 |
13-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
970.13 |
967.27 |
-2.86 |
-0.3% |
965.33 |
High |
970.62 |
973.46 |
2.84 |
0.3% |
983.12 |
Low |
963.42 |
966.95 |
3.53 |
0.4% |
963.34 |
Close |
966.98 |
968.10 |
1.12 |
0.1% |
966.98 |
Range |
7.20 |
6.51 |
-0.69 |
-9.6% |
19.78 |
ATR |
11.97 |
11.58 |
-0.39 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
989.03 |
985.08 |
971.68 |
|
R3 |
982.52 |
978.57 |
969.89 |
|
R2 |
976.01 |
976.01 |
969.29 |
|
R1 |
972.06 |
972.06 |
968.70 |
974.04 |
PP |
969.50 |
969.50 |
969.50 |
970.49 |
S1 |
965.55 |
965.55 |
967.50 |
967.53 |
S2 |
962.99 |
962.99 |
966.91 |
|
S3 |
956.48 |
959.04 |
966.31 |
|
S4 |
949.97 |
952.53 |
964.52 |
|
|
Weekly Pivots for week ending 10-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,030.49 |
1,018.51 |
977.86 |
|
R3 |
1,010.71 |
998.73 |
972.42 |
|
R2 |
990.93 |
990.93 |
970.61 |
|
R1 |
978.95 |
978.95 |
968.79 |
984.94 |
PP |
971.15 |
971.15 |
971.15 |
974.14 |
S1 |
959.17 |
959.17 |
965.17 |
965.16 |
S2 |
951.37 |
951.37 |
963.35 |
|
S3 |
931.59 |
939.39 |
961.54 |
|
S4 |
911.81 |
919.61 |
956.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
983.12 |
963.34 |
19.78 |
2.0% |
10.15 |
1.0% |
24% |
False |
False |
|
10 |
983.12 |
947.28 |
35.84 |
3.7% |
10.50 |
1.1% |
58% |
False |
False |
|
20 |
983.12 |
919.77 |
63.35 |
6.5% |
11.43 |
1.2% |
76% |
False |
False |
|
40 |
983.12 |
893.34 |
89.78 |
9.3% |
12.94 |
1.3% |
83% |
False |
False |
|
60 |
983.12 |
893.34 |
89.78 |
9.3% |
13.14 |
1.4% |
83% |
False |
False |
|
80 |
983.12 |
878.43 |
104.69 |
10.8% |
13.08 |
1.4% |
86% |
False |
False |
|
100 |
983.12 |
831.87 |
151.25 |
15.6% |
12.40 |
1.3% |
90% |
False |
False |
|
120 |
983.12 |
763.30 |
219.82 |
22.7% |
12.35 |
1.3% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,001.13 |
2.618 |
990.50 |
1.618 |
983.99 |
1.000 |
979.97 |
0.618 |
977.48 |
HIGH |
973.46 |
0.618 |
970.97 |
0.500 |
970.21 |
0.382 |
969.44 |
LOW |
966.95 |
0.618 |
962.93 |
1.000 |
960.44 |
1.618 |
956.42 |
2.618 |
949.91 |
4.250 |
939.28 |
|
|
Fisher Pivots for day following 13-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
970.21 |
969.03 |
PP |
969.50 |
968.72 |
S1 |
968.80 |
968.41 |
|